Description

Type: int

Additional TrdType assigned to a trade by trade match system.

See TrdType <828> tag

Valid values:

  • 0 = Regular trade
  • 1 = Block trade
  • 2 = Exchange for physical (EFP)
  • 3 = Transfer
  • 4 = Late trade
  • 5 = T trade
  • 6 = Weighted average price trade
  • 7 = Bunched trade
  • 8 = Late bunched trade
  • 9 = Prior reference price trade
  • 10 = After hours trade
  • 11 = Exchange for risk (EFR)
  • 12 = Exchange for swap (EFS)
  • 13 = Exchange of futures for in market futures (EFM)

    For example full sized for mini.

  • 14 = Exchange of options for options (EOO)
  • 15 = Trading at settlement
  • 16 = All or none
  • 17 = Futures large order execution
  • 18 = Exchange of futures for external market futures (EFF)
  • 19 = Option interim trade
  • 20 = Option cabinet trade
  • 22 = Privately negotiated trade
  • 23 = Substitution of futures for forwards
  • 48 = Non-standard settlement
  • 49 = Derivative related transaction
  • 50 = Portfolio trade
  • 51 = Volume weighted average trade
  • 52 = Exchange granted trade
  • 53 = Repurchase agreement
  • 54 = OTC

    Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules.

  • 55 = Exchange basis facility (EBF)
  • 56 = Opening trade
  • 57 = Netted trade
  • 58 = Block swap trade

    Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules.

  • 59 = Credit event trade
  • 60 = Succession event trade
  • 61 = Give-up Give-in trade
  • 62 = Dark trade

    A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order.

  • 63 = Technical trade
  • 64 = Benchmark

    For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP.

  • 65 = Package trade

    Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value.

  • 66 = Roll trade

    Trade is a roll from one contract that is about to expire to a new contract.

  • MiFID Values
    • 24 = Error trade
    • 25 = Special cum dividend (CD)
    • 26 = Special ex dividend (XD)
    • 27 = Special cum coupon (CC)
    • 28 = Special ex coupon (XC)
    • 29 = Cash settlement (CS)
    • 30 = Special price (SP)

      Usually net or all-in price.

    • 31 = Guaranteed delivery (GD)
    • 32 = Special cum rights (CR)
    • 33 = Special ex rights (XR)
    • 34 = Special cum capital repayments (CP)
    • 35 = Special ex capital repayments (XP)
    • 36 = Special cum bonus (CB)
    • 37 = Special ex bonus (XB)
    • 38 = Block trade

      The same as large trade.

    • 39 = Worked principal trade
    • 40 = Block trades
    • 41 = Name change
    • 42 = Portfolio transfer
    • 43 = Prorogation buy

      Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price.

    • 44 = Prorogation sell

      See prorogation buy.

    • 45 = Option exercise
    • 46 = Delta neutral transaction
    • 47 = Financing transaction

Used In